With helos in FS2004 and FS2002, you need to pay attention to the ENGINE TYPE line in the aircraft.cfg file and the similar lines in the sound.cfg file.
Sometimes you just need to make sure the sound types match, sometimes it just doesn't work.
Here's an example from the Virtavia Helix aircraft.cfg file-
The line you want to identify is shown below:
[GeneralEngineData]//0=Piston, 1=Jet, 2=None, 3=Helo-Turbine, 4=Rocket, 5=Turboprop
engine_type = 3
Engine.0 = 0.0, 5.3, 3.0 //(feet) longitudinal, lateral, vertical distance from reference datum
Engine.1 = -0.0, -5.3, 3.0 //(feet) longitudinal, lateral, vertical distance from reference datum
fuel_flow_scalar = 75.0
engine.0 = 0, 0, 4
min_throttle_limit=0.000000
This needs to match* the following lines (all or most of them) in the sound.cfg file:
[JET_ENGINE]
type=3
flags=8
viewpoint=1
filename=KA27cockpit
link=ENGINE_EXT
*-Most of the time.
This is normally an easy fix once you know what to look for. Still, sometimes it can be a real bear.